README.md · dzen/DiD最新进展

*Last updated: 05 August 2021*

# Notes

This repository tracks the recent developments in the Difference-in-Difference (DiD) literature. Currently, it is just a dump of my bookmarks from different websites including Twitter, GitHub, YouTube etc. This will be sorted out over time as the literature converges to some consensus. But this might still take a while.

This is a working document, if you want to contribute, just e-mail, [open an issue](https://github.com/AsjadNaqvi/Diff-in-Diff-Notes/issues) or [start a discussion](https://github.com/AsjadNaqvi/Diff-in-Diff-Notes/discussions) on GitHub. Since paths and links are also subject to change, please report these changes so this repository is kept as up to date as possible.

# Why do DiD?

## The classic DiD or the TWFE model

## Parallel trends

## Interventions

Treatments across different units can occur in various configurations. The figures below some of the most common treatment types. Here the x-axis represents the time scale, the y-axis the different groups (panel IDs) and the orange represents the time periods in which the units are treated.

All interventions take place at the same point in time:

Interventions take place at different points in time:

Units move in and out of intervention:

Intervention intensity changes over time:

## Covariates

## The new DiD models

# Stata packages

Some package paths have been split across lines but adding spaces to keep table formatting intact. Just make sure they are in one line when copying them in the Stata window or dofile.

| Name | Installation | Package by | Reference paper | 
| --- | --- | --- | --- | 
| `bacondecomp` | `ssc install bacondecomp, replace` or `net install ddtiming, from (https://tgoldring.com/code/)` | [Andrew Goodman-Bacon](http://goodman-bacon.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/agoodmanbacon) [Thomas Goldring](https://tgoldring.com/) Austin Nichols [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/AustnNchols) | [Andrew Goodman-Bacon](http://goodman-bacon.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/agoodmanbacon) (2021). [Difference-in-differences with variation in treatment timing](https://www.sciencedirect.com/science/article/abs/pii/S0304407621001445). Journal of Econometrics | 
| `eventstudyinteract` | `net install eventstudyinteract, from("https://raw.githubusercontent.com/ lsun20/EventStudyInteract/main/") replace` | [Liyang Sun](http://economics.mit.edu/grad/lsun20) | [Liyang Sun](http://economics.mit.edu/grad/lsun20), [Sarah Abraham](https://www.cornerstone.com/Staff/Sarah-Abraham#) (2020). [Estimating dynamic treatment effects in event studies with heterogeneous treatment effects](https://www.sciencedirect.com/science/article/abs/pii/S030440762030378X). Journal of Econometrics. | 
| `did_multiplegt` | `ssc install did_multiplegt, replace` | [Clément de Chaisemartin](https://sites.google.com/site/clementdechaisemartin/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/CdeChaisemartin) [Xavier D'Haultfoeuille](https://faculty.crest.fr/xdhaultfoeuille/) | Clément de Chaisemartin, Xavier D'Haultfoeuille (2020). [Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects](https://www.aeaweb.org/articles?id=10.1257/aer.20181169). American Economic Review. Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). [Two-way fixed effects regressions with several treatments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3751060). Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). [Difference-in-Differences Estimators of Inter-temporal Treatment Effects](https://arxiv.org/abs/2007.04267). |
| `did_imputation` | `ssc install did_imputation, replace` | [Kirill Borusyak](https://sites.google.com/view/borusyak/home) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/borusyak) [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/XJaravel) [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jannspiess) | [Kirill Borusyak](https://sites.google.com/view/borusyak/home) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/borusyak), [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/XJaravel), [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jannspiess) (2021). [Revisiting Event Study Designs: Robust and Efficient Estimation](https://www.google.com/url?q=https%3A%2F%2Fwww.dropbox.com%2Fs%2Fy92mmyndlbkufo1%2FDraft_RobustAndEfficient.pdf%3Fraw%3D1&sa=D&sntz=1&usg=AFQjCNGGDRt4xPz3hCXhTWxchHJWh-1m_Q). | 
| `drdid` | `ssc install drdid, replace` | [Fernando Rios-Avila](https://friosavila.github.io/playingwithstata/index.html) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/friosavila) [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) [Asjad Naqvi](https://github.com/asjadnaqvi) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/asjadnaqvi) | [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs), [Jun Zhao](https://www.junbeanzhao.com/) (2020). [Doubly robust difference-in-differences estimators](https://www.sciencedirect.com/science/article/abs/pii/S0304407620301901), Journal of Econometrics. |
| `csdid` | `ssc install csdid, replace` | [Fernando Rios-Avila](https://friosavila.github.io/playingwithstata/index.html) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/friosavila) [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) | [Brantly Callaway](https://bcallaway11.github.io/), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) (2020). [Difference-in-Differences with multiple time periods](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), Journal of Econometrics. |
| `flexpaneldid` | `ssc install flexpaneldid, replace` | [Eva Dettmann](https://www.iwh-halle.de/en/about-the-iwh/team/detail/eva-dettmann/) [Alexander Giebler](https://www.iwh-halle.de/ueber-das-iwh/team/detail/alexander-giebler/) [Antje Weyh](https://www.iab.de/754/section.aspx/Mitarbeiter/359) | [Eva Dettmann](https://www.iwh-halle.de/en/about-the-iwh/team/detail/eva-dettmann/), [Alexander Giebler](https://www.iwh-halle.de/ueber-das-iwh/team/detail/alexander-giebler/), [Antje Weyh](https://www.iab.de/754/section.aspx/Mitarbeiter/359) (2020). [Flexpaneldid: A Stata Toolbox for Causal Analysis with Varying Treatment Time and Duration](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3692458). IWH Discussion Papers No. 3/2020 |
| `xtevent` | Manually download and install from `https://simonfreyaldenhoven.github.io/ software/` | [Simon Freyaldenhoven](https://simonfreyaldenhoven.github.io/) [Christian Hansen](https://voices.uchicago.edu/christianhansen/) [Jorge Perez Perez](https://jorgeperezperez.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jorpppp) [Jesse M. Shapiro](https://www.brown.edu/Research/Shapiro/) | [Simon Freyaldenhoven](https://simonfreyaldenhoven.github.io/), [Christian Hansen](https://voices.uchicago.edu/christianhansen/), [Jesse M. Shapiro](https://www.brown.edu/Research/Shapiro/) (2019). [Pre-event Trends in the Panel Event-Study Design](https://www.aeaweb.org/articles?id=10.1257/aer.20180609). American Economic Review. |
| `did2s` | `ssc install did2s, replace` | [Kyle Butts](https://kylebutts.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/kylefbutts) | [John Gardner](https://jrgcmu.github.io/) (2021). [Two-stage differences in differences](https://jrgcmu.github.io/2sdd_current.pdf). |
| `stackedev` | `net install stackedev, from ("https://raw.githubusercontent.com/ joshbleiberg/stackedev/main/")` | [Joshua Bleiberg](https://sites.google.com/view/joshbleiberg) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/JoshBleiberg) | [Doruk Cengiz](https://dorukcengiz.netlify.app/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/dcdorukcengiz), [Arindrajit Dube](https://arindube.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/arindube), [Attila Lindner](https://sites.google.com/site/attilalindner/), [Ben Zipperer](https://www.epi.org/people/ben-zipperer/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/benzipperer) (2019). [The effect of minimum wages on low-wage jobs](https://academic.oup.com/qje/article/134/3/1405/5484905). The Quarterly Journal of Economics. |

## How to use these packages?

For individual packages, check their helpfiles for example code.

For using and plotting multiple DiD packages in Stata, the `event_plot` command (`ssc install event_plot, replace`) by [Kirill Borusyak](https://sites.google.com/view/borusyak/home) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/borusyak) is highly recommended. It estimates and combines results from [five different estimators](https://github.com/borusyak/did_imputation/blob/main/five_estimators_example.png). Example of how to do event study plots using different packages is given in the [five_estimators_example.do](https://github.com/borusyak/did_imputation/blob/main/five_estimators_example.do) dofile on [GitHub](https://github.com/borusyak/did_imputation).

The `event_plot` usage example has been extended twice:

* [David Burgherr](https://www.lse.ac.uk/International-Inequalities/People/David-Burgherr) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/d_burgherr) has a dofile on [Dropbox](https://www.dropbox.com/s/p5i94ryf4h9o335/five_estimators_example_adapted.do?dl=0).

* [Pietro Santoleri](https://pietrosantoleri.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/santpietro) has a dofile on [GitHub](https://github.com/pietrosantoleri/staggered_did) that plots [seven different estimators](https://github.com/pietrosantoleri/staggered_did/blob/main/output/seven_estimators_example_allt.png).

# R packages

Packages installation paths have been split across lines to preverse table formatting in Markdown.

| Name | Installation | Package by | Reference paper | 
| --- | --- | --- | --- | 
| `bacondecomp` | `install.packages` `("bacondecomp")` | [Evan Flack](https://github.com/evanjflack) [Ed Jee](https://edjeeongithub.github.io/) | [Andrew Goodman-Bacon](http://goodman-bacon.com/) (2021). [Difference-in-differences with variation in treatment timing](https://www.sciencedirect.com/science/article/abs/pii/S0304407621001445). Journal of Econometrics. | 
| `fixest` with `sunab()` function | `install.packages` `("fixest")` | [Laurent Bergé](https://sites.google.com/site/laurentrberge/) | [Liyang Sun](http://economics.mit.edu/grad/lsun20), [Sarah Abraham](https://www.cornerstone.com/Staff/Sarah-Abraham#) (2020). [Estimating dynamic treatment effects in event studies with heterogeneous treatment effects](https://www.sciencedirect.com/science/article/abs/pii/S030440762030378X). Journal of Econometrics. | 
| `TwoWayFEWeights` | `install.packages` `("TwoWayFEWeights")` | [Shuo Zhang](https://github.com/shuo-zhang-ucsb) | Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). [Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects](https://www.aeaweb.org/articles?id=10.1257/aer.20181169). |
| `DIDmultiplegt` [not as recent as Stata version] | `install.packages` `("DIDmultiplegt")` | [Shuo Zhang](https://github.com/shuo-zhang-ucsb) | Clément de Chaisemartin, Xavier D'Haultfoeuille (2020). [Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects](https://www.aeaweb.org/articles?id=10.1257/aer.20181169). American Economic Review. |
| `drdid` | `devtools::install_github` `("pedrohcgs/DRDID")` | [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) [Jun Zhao](https://www.junbeanzhao.com/) | [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs), [Jun Zhao](https://www.junbeanzhao.com/) (2020). [Doubly robust difference-in-differences estimators](https://www.sciencedirect.com/science/article/abs/pii/S0304407620301901), Journal of Econometrics. |
| `did` | `install.packages("did")` | [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) [Brantly Callaway](https://bcallaway11.github.io/) | [Brantly Callaway](https://bcallaway11.github.io/), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) (2020). [Difference-in-Differences with multiple time periods](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), Journal of Econometrics. |
|	`staggered`	|	`devtools::install_github` `("jonathandroth/staggered")`		|	[Jonathan Roth](https://jonathandroth.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jondr44) [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) |	[Jonathan Roth](https://jonathandroth.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jondr44), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) (2021). [Efficient Estimation for Staggered Rollout Designs](https://arxiv.org/pdf/2102.01291.pdf)	|
| `didimputation` | `devtools::install_github` `("kylebutts/didimputation")` | [Kyle Butts](https://kylebutts.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/kylefbutts) | [Kirill Borusyak](https://sites.google.com/view/borusyak/home) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/borusyak), [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/XJaravel), [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jannspiess) (2021). [Revisiting Event Study Designs: Robust and Efficient Estimation](https://www.google.com/url?q=https%3A%2F%2Fwww.dropbox.com%2Fs%2Fy92mmyndlbkufo1%2FDraft_RobustAndEfficient.pdf%3Fraw%3D1&sa=D&sntz=1&usg=AFQjCNGGDRt4xPz3hCXhTWxchHJWh-1m_Q). |
| `did2s` | `devtools::install_github` `("kylebutts/did2s")` | [Kyle Butts](https://kylebutts.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/kylefbutts) | [John Gardner](https://jrgcmu.github.io/) (2021). [Two-stage differences in differences](https://jrgcmu.github.io/2sdd_current.pdf). [Kirill Borusyak](https://sites.google.com/view/borusyak/home) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/borusyak), [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/XJaravel), [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jannspiess) (2021). [Revisiting Event Study Designs: Robust and Efficient Estimation](https://www.google.com/url?q=https%3A%2F%2Fwww.dropbox.com%2Fs%2Fy92mmyndlbkufo1%2FDraft_RobustAndEfficient.pdf%3Fraw%3D1&sa=D&sntz=1&usg=AFQjCNGGDRt4xPz3hCXhTWxchHJWh-1m_Q) Liyang Sun, Sarah Abraham (2020). [Estimating dynamic treatment effects in event studies with heterogeneous treatment effects](https://www.sciencedirect.com/science/article/abs/pii/S030440762030378X). Journal of Econometrics. Brantly Callaway, [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) (2020). [Difference-in-Differences with multiple time periods](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), Journal of Econometrics. [Jonathan Roth](https://jonathandroth.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jondr44), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) (2021). [Efficient Estimation for Staggered Rollout Designs](https://arxiv.org/pdf/2102.01291.pdf). |

# Julia packages

This is still being updated. See links below for details. There is also a [Julia DiffinDiff](https://github.com/JuliaDiffinDiffs) group on GitHub which contains various packages.

| Name | Installation |  Package by | Reference paper | 
| --- | --- | --- |   --- | 
| InteractionWeightedDIDs.jl  | [GitHub](https://github.com/JuliaDiffinDiffs/InteractionWeightedDIDs.jl)   |    |    |
| SynthControl.jl  | [GitHub](https://github.com/nilshg/SynthControl.jl)   |    |    |

# Literature

## Papers

Papers are in alphabetical order by last name. Papers without journals are pre-prints. Please click on paper links for details. SORTABLE TABLE TO BE ADDED.

[Dmitry Arkhangelsky](https://sites.google.com/view/dmitry-arkhangelsky/home) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/ArkhangelskyD), [Guido Imbens](https://www.gsb.stanford.edu/faculty-research/faculty/guido-w-imbens), [Lihua Lei](https://lihualei71.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/lihua_lei_stat), [Xiaoman Luo](https://xiaomanluo.github.io/) (2021). [Double-Robust Two-Way-Fixed-Effects Regression For Panel Data](https://arxiv.org/abs/2107.13737).

[Kirill Borusyak](https://sites.google.com/view/borusyak/home) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/borusyak), [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/XJaravel), [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jannspiess) (2021). [Revisiting Event Study Designs: Robust and Efficient Estimation](https://www.google.com/url?q=https%3A%2F%2Fwww.dropbox.com%2Fs%2Fy92mmyndlbkufo1%2FDraft_RobustAndEfficient.pdf%3Fraw%3D1&sa=D&sntz=1&usg=AFQjCNGGDRt4xPz3hCXhTWxchHJWh-1m_Q).

Brantly Callaway, Andrew Goodman-Bacon, Pedro H.C. Sant'Anna. [Difference-in-Differences with a Continuous Treatment](https://arxiv.org/pdf/2107.02637.pdf).

Brantly Callaway, Pedro H.C. Sant'Anna (2020). [Difference-in-Differences with multiple time periods](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), Journal of Econometrics.

Clément de Chaisemartin, Xavier D'Haultfoeuille (2020). [Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects](https://www.aeaweb.org/articles?id=10.1257/aer.20181169). American Economic Review.

Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). [Two-way fixed effects regressions with several treatments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3751060).

Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). [Difference-in-Differences Estimators of Inter-temporal Treatment Effects](https://arxiv.org/abs/2007.04267).

[Bruno Ferman](https://sites.google.com/site/brunoferman/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/bruno_ferman), Cristine Pinto (2021). [Synthetic Controls with Imperfect Pre-Treatment Fit](https://qeconomics.org/ojs/forth/1596/1596-3.pdf). Quantitative Economics.

[Simon Freyaldenhoven](https://simonfreyaldenhoven.github.io/), [Christian Hansen](https://www.chicagobooth.edu/faculty/directory/h/christian-b-hansen), [Jesse M. Shapiro](https://www.brown.edu/Research/Shapiro/) (2019). [Pre-event Trends in the Panel Event-Study Design](https://www.aeaweb.org/articles?id=10.1257/aer.20180609). American Economic Review.

[John Gardner](https://jrgcmu.github.io/) (2021). [Two-stage differences in differences](https://jrgcmu.github.io/2sdd_current.pdf).

[Andrew Goodman-Bacon](http://goodman-bacon.com/) (2021). [Difference-in-differences with variation in treatment timing](https://www.sciencedirect.com/science/article/abs/pii/S0304407621001445). Journal of Econometrics.

[Jonathan Roth](https://jonathandroth.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jondr44), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs) (2021). [Efficient Estimation for Staggered Rollout Designs](https://arxiv.org/pdf/2102.01291.pdf).

[Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs), [Jun Zhao](https://www.junbeanzhao.com/) (2020). [Doubly robust difference-in-differences estimators](https://www.sciencedirect.com/science/article/abs/pii/S0304407620301901), Journal of Econometrics.

[Liyang Sun](http://economics.mit.edu/grad/lsun20), [Sarah Abraham](https://www.cornerstone.com/Staff/Sarah-Abraham#) (2020). [Estimating dynamic treatment effects in event studies with heterogeneous treatment effects](https://www.sciencedirect.com/science/article/abs/pii/S030440762030378X). Journal of Econometrics.

## Books

[Nick Huntington-Klein](https://nickchk.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/nickchk) (2021). [The Effect](https://theeffectbook.net/).

# DiD knowledge curation

Here are people who are actively involved in curating information on the latest DiD developments. This includes blogs, lecture series, tweets.

## Events and Videos

[Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/pedrohcgs). [Seminar on DiD](https://statisticalhorizons.com/seminars/public-seminars/difference-in-differences) on **24-27 August, 2021** organized by [Statistical Horizons](https://statisticalhorizons.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/StatHorizons) is now open for registeration.

[Scott Cunningham](https://www.scunning.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/causalinf): [CodeChella](https://causalinf.substack.com/p/codechella-announcement) the ultimate DiD event **Workshop 1: Friday July 16th, 2021** and **Workshop 2: Friday July 23, 2021** which will be live on [Twitch](https://www.twitch.tv/causalinf_did). The videos from the workshop are now up on [YouTube](https://www.youtube.com/user/scunning/videos).

[Chloe East](https://www.chloeneast.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/ChloeEast2) organizes an online [DiD reading group](https://www.chloeneast.com/metrics-discussions.html).

[Taylor J. Wright](https://taylorjwright.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/taylor_wright) organizes an online [DiD reading group](https://taylorjwright.github.io/did-reading-group/). The lecture recordings can also be viewed on [YouTube](https://www.youtube.com/channel/UCA7Idy0MfpP-uAjOebsFVuA/videos).

## Blogs
[Scott Cunningham](https://www.scunning.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/causalinf): Scott's [Substack](https://causalinf.substack.com/) is the goto place for an easy-to-digest explanation of the latest metric-heavy DiD papers.

[Andrew C. Baker](https://andrewcbaker.netlify.app/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/Andrew___Baker) has notes on [Difference-in-Differences Methodology](https://andrewcbaker.netlify.app/2019/09/25/difference-in-differences-methodology/) with supporting material on [GitHub](https://github.com/andrewchbaker).

## Notes

[Paul Goldsmith-Pinkham](https://paulgp.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/paulgp) has a brilliant set of [lectures on empirical methods including DiD on GitHub](https://github.com/paulgp/applied-methods-phd). These are also supplemented by [YouTube videos](https://www.youtube.com/playlist?list=PLWWcL1M3lLlojLTSVf2gGYQ_9TlPyPbiJ).

Jeffrey Wooldridge [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/jmwooldridge) has made several notes on DiD which are shared on his [Dropbox](https://www.dropbox.com/sh/zj91darudf2fica/AADj_jaf5ZuS1muobgsnxS6Za?dl=0) including Stata dofiles.

[Fernando Rios-Avila](https://friosavila.github.io/playingwithstata/index.html) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/friosavila) has a great explainer for the Callaway and Sant'Anna (2020) CS-DID logic on his [blog](https://friosavila.github.io/playingwithstata/main_csdid.html).

[Christine Cai](https://christinecai.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/Christine_Cai27) has a [working document](https://christinecai.github.io/PublicGoods/applied_micro_methods.pdf) which lists recent papers using different methods including DiDs.

## Interactive dashboards
These (related) interactive R-Shiny dashboards showcase how TWFE models give wrong estimates.

[Kyle Butts](https://kylebutts.com/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/kylefbutts): https://kyle-butts.shinyapps.io/did_twfe/

[Hans Henrik Sievertsen](https://hhsievertsen.github.io/) [<img width="12px" src="https://cdn.jsdelivr.net/npm/simple-icons@v5/icons/twitter.svg" />](https://twitter.com/hhsievertsen): https://hhsievertsen.shinyapps.io/kylebutts_did_eventstudy/

## Tweets

Some interesting Twitter threads in no particular sequence. In order to render these properly, you need to view them on the [Jekyll website](https://asjadnaqvi.github.io/Diff-in-Diff-Notes/).

<blockquote class="twitter-tweet">I spent this past week catching up with the DiD literature. Here is my list🧵: 1. Read (if you haven&#39;t) Andrew Goodman-Bacon&#39;s &quot;Difference-in-Differences with Variation in Treatment Timing.&quot; The paper that started all for me (there are others before).Link: <a href="https://t.co/GBFjBnHDcj">https://t.co/GBFjBnHDcj</a>&mdash; Jesús Villero (@jotavillero) <a href="https://twitter.com/jotavillero/status/1393957055514529803?ref_src=twsrc%5Etfw">May 16, 2021</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>

<blockquote class="twitter-tweet">Navigating the DiD revolution from one applied researcher&#39;s perspective. A LONG 🧵 on what I&#39;ve learned &amp; what I&#39;m still trying to figure out. Advice/insights welcome! My <a href="https://twitter.com/michaelpollan?ref_src=twsrc%5Etfw">@michaelpollan</a> 🥦🍅🥕🫑 inspired TL;DR take: &quot;Apply DiD in context, not every 2x2, mostly event studies&quot; <a href="https://t.co/CWmwyo1Btp">pic.twitter.com/CWmwyo1Btp</a>&mdash; Matthew A. Kraft (@MatthewAKraft) <a href="https://twitter.com/MatthewAKraft/status/1408147332164640769?ref_src=twsrc%5Etfw">June 24, 2021</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>

<blockquote class="twitter-tweet">I&#39;ve been catching up on staggered diff-in-diff/two-way fixed effects recently. Simulating helped me see how bad TWFE performs with dynamic treatment effects (see those pre-trends). I also tried implementing Sun &amp; Abraham (2020)&#39;s interaction-weighted estimator in Stata <a href="https://t.co/FQBCQi0m7d">pic.twitter.com/FQBCQi0m7d</a>&mdash; Shan Huang (@ShanHuang_ec) <a href="https://twitter.com/ShanHuang_ec/status/1272928307441475585?ref_src=twsrc%5Etfw">June 16, 2020</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>

<blockquote class="twitter-tweet">🚨Hello <a href="https://twitter.com/hashtag/EconTwitter?src=hash&amp;ref_src=twsrc%5Etfw">#EconTwitter</a>! I am very happy that my paper with Brantly Callaway, &quot;Difference-in-Differences with multiple time periods&quot;, is now forthcoming at the Journal of Econometrics. <a href="https://t.co/zoNxNY9ugq">https://t.co/zoNxNY9ugq</a> What are the main take aways? I will ask my daughter to help me out. 1/n <a href="https://t.co/DNj3Cpxxlu">pic.twitter.com/DNj3Cpxxlu</a>&mdash; Pedro H. C. Sant&#39;Anna (@pedrohcgs) <a href="https://twitter.com/pedrohcgs/status/1340006487456964608?ref_src=twsrc%5Etfw">December 18, 2020</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>

<blockquote class="twitter-tweet">The diff-in-diff literature is plagued with the notion that more controls are always better (as long as the treatment effect has 2 stars). Someone please write a version of this <a href="https://twitter.com/yudapearl?ref_src=twsrc%5Etfw">@yudapearl</a> paper aimed at the assumptions &amp; examples of DiD. <a href="https://twitter.com/hashtag/EconTwitter?src=hash&amp;ref_src=twsrc%5Etfw">#EconTwitter</a> <a href="https://t.co/JfxQHGlxgw">https://t.co/JfxQHGlxgw</a>&mdash; Arthur Lewbel (@lewbel) <a href="https://twitter.com/lewbel/status/1420725923922468866?ref_src=twsrc%5Etfw">July 29, 2021</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>

<blockquote class="twitter-tweet">This is a really interesting discussion of using potential outcomes to define causal effects. Not sure I agree with the critiques, but they&#39;re thought-provoking key quote: &quot;I don’t like the idea of types defined by something that happens in the future..&quot;<a href="https://t.co/AWRK9Qgj4W">https://t.co/AWRK9Qgj4W</a> <a href="https://t.co/a1J8pDxfXK">pic.twitter.com/a1J8pDxfXK</a>&mdash; Peter Hull (@instrumenthull) <a href="https://twitter.com/instrumenthull/status/1419652224565878785?ref_src=twsrc%5Etfw">July 26, 2021</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>

<blockquote class="twitter-tweet">As I was re-reading this paper recently, I wanted to draw attention to the fact that this paper by Gardner (2021) derives (in appendix B)( the event-specific weights for each event in a &quot;stacked regression&quot; used in Cengiz et al (2019). 1/<a href="https://t.co/ucvjcNtq3Q">https://t.co/ucvjcNtq3Q</a> <a href="https://t.co/drVnoE1xHb">pic.twitter.com/drVnoE1xHb</a>&mdash; Arindrajit Dube (@arindube) <a href="https://twitter.com/arindube/status/1417972575980883970?ref_src=twsrc%5Etfw">July 21, 2021</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>

dzen/DiD最新进展

简介

发行版

贡献者

近期动态

dzen/DiD最新进展 .gitee-modal { width: 500px !important; }

简介

发行版

贡献者

近期动态

搜索帮助

dzen/DiD最新进展